CME Swiss Franc Future December 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0530 |
1.0556 |
0.0026 |
0.2% |
1.0389 |
| High |
1.0564 |
1.0654 |
0.0090 |
0.9% |
1.0634 |
| Low |
1.0525 |
1.0556 |
0.0031 |
0.3% |
1.0298 |
| Close |
1.0564 |
1.0654 |
0.0090 |
0.9% |
1.0579 |
| Range |
0.0039 |
0.0098 |
0.0059 |
151.3% |
0.0336 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.3% |
0.0000 |
| Volume |
11 |
2 |
-9 |
-81.8% |
54 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0883 |
1.0708 |
|
| R3 |
1.0817 |
1.0785 |
1.0681 |
|
| R2 |
1.0719 |
1.0719 |
1.0672 |
|
| R1 |
1.0687 |
1.0687 |
1.0663 |
1.0703 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0630 |
| S1 |
1.0589 |
1.0589 |
1.0645 |
1.0605 |
| S2 |
1.0523 |
1.0523 |
1.0636 |
|
| S3 |
1.0425 |
1.0491 |
1.0627 |
|
| S4 |
1.0327 |
1.0393 |
1.0600 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1512 |
1.1381 |
1.0764 |
|
| R3 |
1.1176 |
1.1045 |
1.0671 |
|
| R2 |
1.0840 |
1.0840 |
1.0641 |
|
| R1 |
1.0709 |
1.0709 |
1.0610 |
1.0775 |
| PP |
1.0504 |
1.0504 |
1.0504 |
1.0536 |
| S1 |
1.0373 |
1.0373 |
1.0548 |
1.0439 |
| S2 |
1.0168 |
1.0168 |
1.0517 |
|
| S3 |
0.9832 |
1.0037 |
1.0487 |
|
| S4 |
0.9496 |
0.9701 |
1.0394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0654 |
1.0372 |
0.0282 |
2.6% |
0.0082 |
0.8% |
100% |
True |
False |
12 |
| 10 |
1.0654 |
1.0298 |
0.0356 |
3.3% |
0.0063 |
0.6% |
100% |
True |
False |
7 |
| 20 |
1.0903 |
1.0298 |
0.0605 |
5.7% |
0.0050 |
0.5% |
59% |
False |
False |
6 |
| 40 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0028 |
0.3% |
58% |
False |
False |
4 |
| 60 |
1.0963 |
1.0230 |
0.0733 |
6.9% |
0.0020 |
0.2% |
58% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1071 |
|
2.618 |
1.0911 |
|
1.618 |
1.0813 |
|
1.000 |
1.0752 |
|
0.618 |
1.0715 |
|
HIGH |
1.0654 |
|
0.618 |
1.0617 |
|
0.500 |
1.0605 |
|
0.382 |
1.0593 |
|
LOW |
1.0556 |
|
0.618 |
1.0495 |
|
1.000 |
1.0458 |
|
1.618 |
1.0397 |
|
2.618 |
1.0299 |
|
4.250 |
1.0140 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0638 |
1.0633 |
| PP |
1.0621 |
1.0611 |
| S1 |
1.0605 |
1.0590 |
|